poisson (version 1.0)

nhpp.lik: Non-homogeneous Poisson process likelihood

Description

Get the likelihood of a rate parameter at a specific time for observed NHPP event times and given intensity function.

Usage

nhpp.lik(x, T1, rate, prob.func)

Arguments

x

a vector of HPP event times

T1

Calculate likelihood at this time

rate

the putative HPP event rate

prob.func

aka intensity function, function that takes time as sole argument and returns value between 0 and 1

Value

See Also

nhpp.mle, hpp.lik

Examples

intensity <- function(t) pmin(t/3, 1)
X = c(0.74, 1.50, 1.67, 2.01, 2.27)
nhpp.lik(X, T1 = 2.3, rate = 5, prob.func = intensity)
nhpp.lik(X, T1 = 2.3, rate = 6, prob.func = intensity)
nhpp.lik(X, T1 = 2.3, rate = 7, prob.func = intensity)
# 6 is the most likely of these three rates